Article
Asymptotic exponential stability for diffusion processes driven by stochastic differential equations in duals of nuclear spaces
Author/s | Caraballo Garrido, Tomás
Liu, Kai |
Department | Universidad de Sevilla. Departamento de Ecuaciones Diferenciales y Análisis Numérico |
Publication Date | 2001 |
Deposit Date | 2015-04-08 |
Published in |
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Abstract | The main objective of this paper is to investigate the asymptotic stability for diffusion processes driven by a class of Itˆo stochastic differential equations in duals of nuclear spaces. A coercivity condition imposed on ... The main objective of this paper is to investigate the asymptotic stability for diffusion processes driven by a class of Itˆo stochastic differential equations in duals of nuclear spaces. A coercivity condition imposed on this sort of equation plays the role of an exponential stability criterion. An example is studied to illustrate our theory. |
Citation | Caraballo Garrido, T. y Liu, K. (2001). Asymptotic exponential stability for diffusion processes driven by stochastic differential equations in duals of nuclear spaces. Publications of the Research Institute For Mathematical Sciences, 37 (3), 239-254. |
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